Volatility Analysis
188.46 0.63(0.34%)10/28/2024
Amazon.com Inc. (AMZN)
For the given dates, AMZN current volatility is at 16.95%.
The 1-Month historical standard deviation is at 2.44.
Amazon.com Inc. (AMZN)
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Historical Standard Deviation
Period | Value |
1 Week | 1.82 |
20 Days | 1.96 |
1 Month | 2.44 |
3 Months | 8.38 |
100 Days | 8.10 |
6 Months | 7.93 |
9 Months | 8.46 |
Year-to-date | 11.41 |
1 Year | 16.29 |
3 Years | 31.61 |
5 Years | 31.07 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
2024 | 4.85 | 17.33 | -28.03 | 99.05 | -61.33 | 131.53 | -4.93 | -6.67 | -30.84 | -3.90 | -61.33 | 131.53 | 11.71 | ||
2023 | 14.12 | 14.12 | 14.12 | 14.12 | |||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 4.85 | 17.33 | -28.03 | 99.05 | -61.33 | 131.53 | -4.93 | -6.67 | -30.84 | -3.90 | nan | 14.12 | 14.12 | 131.53 | nan |
Max Pos Return (%) | 4.85 | 17.33 | -28.03 | 99.05 | -61.33 | 131.53 | -4.93 | -6.67 | -30.84 | -3.90 | 0.00 | 14.12 | 0.00 | 131.53 | 10.93 |
Max Neg Return (%) | 4.85 | 17.33 | -28.03 | 99.05 | -61.33 | 131.53 | -4.93 | -6.67 | -30.84 | -3.90 | 0.00 | 14.12 | 0.00 | 131.53 | 10.93 |
Pos Occurences (%) | 100 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 0 | 0 | nan | 100 | 100 | 100 | nan |
Neg Occurences (%) | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 100 | 100 | 100 | nan | 0 | 0 | 100 | nan |